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Everything about Differential dynamic programming
Algorithm for trajectory optimization
Differential dynamic programming (DDP) is an optimal control algorithm of the trajectory optimization class. The algorithm was introduced in 1966 by Mayne and subsequently analysed in Jacobson and Mayne's eponymous book. The algorithm uses locally-quadratic models of the dynamics and cost functions, and displays quadratic convergence. It is closely related to Pantoja's step-wise Newton's method. Wikipedia →
đź§ Start here: a 6-step reading path
- Read the overview: Differential dynamic programmingA 5-minute orientation
- Skim a recent paper: Safety Embedded Differential Dynamic Programming Using Discrete Barrier StatesInfluential work since 2022
- Pick up a classic book: Methods of qualitative theory in nonlinear dynamicsThe most-reprinted book on the subject
- Read the landmark paper: Hydroelectric generation scheduling with an effective differential dynamic programming algorithmCited 102 times
- Go sideways: Model predictive controlA closely related topic
- Go sideways: Linear–quadratic–Gaussian controlA closely related topic
đź“– Definitions
No dictionary entry for this exact phrase.
🏆 Landmark papers (most cited)
Hydroelectric generation scheduling with an effective differential dynamic programming algorithm
Convergence in unconstrained discrete-time differential dynamic programming
Parallel discrete differential dynamic programming for multireservoir operation
Interior Point Differential Dynamic Programming
Application of dynamic programming to differential-algebraic process systems
Differential dynamic programming and Newton's method
Differential Dynamic Programming Based Home Energy Management Scheduler
The stagewise Kuhn-Tucker condition and differential dynamic programming
🆕 Influential since 2022
Safety Embedded Differential Dynamic Programming Using Discrete Barrier States
Distributed Differential Dynamic Programming Architectures for Large-Scale Multiagent Control
Large Scale Multi-Period Optimal Power Flow With Energy Storage Systems Using Differential Dynamic Programming
Learning and ensemble based MPC with differential dynamic programming for nuclear power autonomous control
DIRECT: A Differential Dynamic Programming Based Framework for Trajectory Generation
📚 Books worth reading
Methods of qualitative theory in nonlinear dynamicsLeonid P. Shilnikov, Andrey L. Shilnikov · 1998
Dynamics of Information SystemsMichael Hirsch, Panos M. Pardalos · 2010- 📕Solutions Manual to Accompany Models for LifeJeffrey T. Barton · 2016
- 📕Models for LifeJeffrey T. Barton · 2015
Dynamical Systems with Applications using MATLAB®Stephen Lynch · 2013
Stochastic Control TheoryMakiko Nisio · 2014
Mathematical methods in optimization of differential systemsViorel Barbu · 1994
A first course in dynamicsBoris Hasselblatt, Anatole Katok · 2002
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
đź”— Related topics
- Model predictive control Model predictive control (MPC) is an advanced method of process control that is used to control a process while satisfying a set of constraints. Model…
- Linear–quadratic–Gaussian control In control theory, the linear–quadratic–Gaussian (LQG) control problem is one of the most fundamental optimal control problems, and it can also be operated…
- Stochastic control Stochastic control or stochastic optimal control is a sub field of control theory that deals with the existence of uncertainty either in observations or…
- Linear–quadratic regulator The theory of optimal control is concerned with operating a dynamic system at minimum cost. The case where the system dynamics are described by a set of…
- Optimal control Optimal control theory is a branch of control theory that deals with finding a control for a dynamical system over a period of time such that an objective…
- Unscented optimal control In mathematics, unscented optimal control combines the notion of the unscented transform with deterministic optimal control to address a class of uncertain…
- Hamilton–Jacobi–Bellman equation The Hamilton-Jacobi-Bellman (HJB) equation is a nonlinear partial differential equation that provides necessary and sufficient conditions for optimality…
- Trajectory optimization Trajectory optimization is the process of designing a trajectory that minimizes (or maximizes) some measure of performance while satisfying a set of constraints…